Handbook of volatility models and their applications /

Main Author: Bauwens, Luc, 1952-
Other Authors: Hafner, Christian, Laurent, Sébastien,
Format: Book
Language:English
Published: Hoboken, NJ : Wiley, 2012
Series:Wiley handbooks in financial engineering and econometrics ; 3
Subjects:
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100 1 |a Bauwens, Luc,   |d 1952- 
245 1 0 |a Handbook of volatility models and their applications /   |c Luc Bauwens, Christian Hafner, Sebastien Laurent 
260 |a Hoboken, NJ :   |b Wiley,   |c 2012 
300 |a xx, 543 p. :   |b ill. ;   |c 24 cm 
490 0 |a Wiley handbooks in financial engineering and econometrics ;   |v 3 
504 |a Includes bibliographical references (p. 487-535) and index 
650 0 |a Banks and banking   |x Econometric models 
650 0 |a Finance   |x Econometric models 
650 0 |a GARCH model 
700 1 |a Hafner, Christian 
700 1 |a Laurent, Sébastien,  
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